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Two problems: (1) on OS X builds, libssl is dynamically linked to _ssl.so so there is a potential disconnect when combining checking versions based on a compile time check (as in _ssl.c) with an execution time check of the actual loaded library (as in test_ssl.py) and (2) in point releases (like 10.6.x), Apple often deliberately does not update the include files for libraries that were released in a major release (like 10.6). As of 10.6.8, the /usr/include/openssl headers are at 0.9.8l but /usr/lib/libssl0.9.8.dylib is at 0.9.8r.
That said, we will probably need to supply our own libssl for Python installers in the future as there are rumors that Apple has hinted it may no longer supply openssl in the future.